How to acces Bid/Ask from x bars (or ticks) ago

[MichaelBruce]

Hi,

Instead of grabbing eg. Close[5] I want to grab the Ask price from 5 ticks ago, or an ask price within the bar-5-ago. What would be the the dataseries type object or so to work with?
I have a Kinetick feed.

Many Thanks

Michael

[NinjaTrader_Joydeep]

Hello Michael,
You can do so by adding a secondary series.

An sample code will be like
In Initialize

Add("ES 12-12", PeriodType.Tick, 1, MarketDataType.Ask);

and you can call the bar series in OnBarUpdate as

if (BarsInProgress == 1 && CurrentBar > 5)
{
  //do something
}

Please refer to our help guide to know more

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multi_time_frame__instruments.htm

[MichaelBruce]

Thanks

Works!

Thank you for your fast and accurate answer!

Michael